+449.4%
FLEX vs PHM
+61.0%
+388.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | -3.2% | +2.3% | +0.1% |
| 30D | -10.1% | -6.4% | -3.7% | -8.4% |
| 3M | -31.3% | +5.5% | -36.8% | -33.2% |
| 6M | +71.3% | -5.4% | +76.7% | +72.1% |
| YTD | +81.2% | +6.6% | +74.7% | +74.7% |
| 1Y | +98.5% | -8.8% | +107.3% | +100.3% |
| All | +449.4% | +61.0% | +388.4% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling